Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach
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Publication:4639142
DOI10.1080/02331934.2017.1405956zbMath1397.91554arXiv1711.01760OpenAlexW2963325871MaRDI QIDQ4639142
Calisto Guambe, Rodwell Kufakunesu
Publication date: 3 May 2018
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.01760
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Portfolio theory (91G10)
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